SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 87500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 9.2 | -3 | - | 42,358 | 2,626.667 | 3,488.533 | |||||||||
| 17 Dec | 84559.65 | 12.75 | 1.4 | - | 17,043 | -90.4 | 861.867 | |||||||||
| 16 Dec | 84679.86 | 11.5 | -16.8 | - | 21,369 | 244.267 | 952.267 | |||||||||
| 15 Dec | 85213.36 | 28.05 | -23.1 | - | 12,166 | 411.733 | 708 | |||||||||
| 12 Dec | 85267.66 | 52.05 | -0.15 | - | 2,959 | 40.533 | 296.267 | |||||||||
| 11 Dec | 84818.13 | 46.4 | -16.2 | - | 1,408 | 143.733 | 255.733 | |||||||||
| 10 Dec | 84391.27 | 67.45 | -5 | - | 296 | 2.933 | 112 | |||||||||
| 9 Dec | 84666.28 | 74.5 | -38.4 | - | 500 | 2.933 | 109.067 | |||||||||
| 8 Dec | 85102.69 | 110.25 | -87.6 | - | 312 | -4.533 | 106.133 | |||||||||
| 5 Dec | 85712.37 | 191.9 | 24.1 | - | 466 | 14.667 | 110.667 | |||||||||
| 4 Dec | 85265.32 | 158.5 | -9.95 | - | 323 | -3.467 | 96 | |||||||||
| 3 Dec | 85106.81 | 183.25 | -46.9 | - | 354 | 4.533 | 99.467 | |||||||||
| 2 Dec | 85138.27 | 238.65 | -118.35 | - | 477 | -28.267 | 94.933 | |||||||||
| 1 Dec | 85641.90 | 348.95 | -53.5 | - | 1,195 | 38.133 | 123.2 | |||||||||
| 28 Nov | 85706.67 | 416.1 | 2.9 | - | 998 | 5.867 | 85.067 | |||||||||
| 27 Nov | 85720.38 | 417.55 | 2.7 | - | 370 | 23.467 | 79.2 | |||||||||
| 26 Nov | 85609.51 | 422 | 195.05 | - | 208 | 6.667 | 55.733 | |||||||||
| 25 Nov | 84587.01 | 210 | -123.25 | - | 216 | 28.533 | 49.067 | |||||||||
| 24 Nov | 84900.71 | 319.9 | -114.95 | - | 46 | 0.8 | 20.533 | |||||||||
| 21 Nov | 85231.92 | 431.15 | -123.85 | - | 69 | 13.333 | 19.733 | |||||||||
| 20 Nov | 85632.68 | 555 | 136 | - | 45 | 2.4 | 6.4 | |||||||||
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| 19 Nov | 85186.47 | 419 | 69.9 | - | 34 | -1.6 | 4 | |||||||||
| 18 Nov | 84673.02 | 349.1 | -65.2 | - | 16 | -1.867 | 5.6 | |||||||||
| 17 Nov | 84950.95 | 420 | 76.5 | - | 18 | 1.867 | 7.467 | |||||||||
| 14 Nov | 84562.78 | 343.5 | -45.15 | - | 42 | -7.467 | 5.6 | |||||||||
| 13 Nov | 84478.67 | 386.3 | -36.7 | - | 37 | -4.533 | 13.067 | |||||||||
| 12 Nov | 84466.51 | 423 | 119.5 | - | 8 | 0.533 | 17.6 | |||||||||
| 11 Nov | 83871.32 | 302.9 | 41.75 | - | 53 | 10.933 | 17.067 | |||||||||
| 10 Nov | 83535.35 | 261.15 | 43.35 | - | 21 | 5.6 | 6.133 | |||||||||
| 7 Nov | 83216.28 | 217.8 | -31.25 | - | 6 | -0.533 | 0.533 | |||||||||
| 6 Nov | 83311.01 | 247.3 | -228.7 | - | 12 | 1.067 | 1.067 | |||||||||
For Sensex 50 - strike price 87500 expiring on 24DEC2025
Delta for 87500 CE is -
Historical price for 87500 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 9.2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 9850 which increased total open position to 13082
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 12.75, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -339 which decreased total open position to 3232
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 11.5, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 916 which increased total open position to 3571
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 28.05, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 1544 which increased total open position to 2655
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 52.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 152 which increased total open position to 1111
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 46.4, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 539 which increased total open position to 959
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 67.45, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 420
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 74.5, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 409
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 110.25, which was -87.6 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 398
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 191.9, which was 24.1 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 415
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 158.5, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 360
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 183.25, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 373
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 238.65, which was -118.35 lower than the previous day. The implied volatity was -, the open interest changed by -106 which decreased total open position to 356
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 348.95, which was -53.5 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 462
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 416.1, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 319
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 417.55, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 297
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 422, which was 195.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 209
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 210, which was -123.25 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 184
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 319.9, which was -114.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 77
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 431.15, which was -123.85 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 74
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 555, which was 136 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 24
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 419, which was 69.9 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 15
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 349.1, which was -65.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 21
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 420, which was 76.5 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 28
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 343.5, which was -45.15 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 21
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 386.3, which was -36.7 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 49
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 423, which was 119.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 66
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 302.9, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 64
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 261.15, which was 43.35 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 23
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 217.8, which was -31.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 247.3, which was -228.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
| SENSEX50 24DEC2025 87500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2912.05 | 60.65 | - | 2 | 0 | 12.267 |
| 17 Dec | 84559.65 | 2585.95 | 298.4 | - | 0 | 0 | 12.267 |
| 16 Dec | 84679.86 | 2585.95 | 298.4 | - | 2 | 0 | 12.267 |
| 15 Dec | 85213.36 | 2060 | -352.9 | - | 0 | 0 | 12.267 |
| 12 Dec | 85267.66 | 2060 | -352.9 | - | 48 | -4 | 12.267 |
| 11 Dec | 84818.13 | 2412.9 | -556.35 | - | 25 | -0.8 | 16.267 |
| 10 Dec | 84391.27 | 2050 | -271.95 | - | 0 | 0 | 17.067 |
| 9 Dec | 84666.28 | 2050 | -271.95 | - | 0 | 0 | 17.067 |
| 8 Dec | 85102.69 | 2050 | -271.95 | - | 0 | 0 | 17.067 |
| 5 Dec | 85712.37 | 2050 | -271.95 | - | 0 | 0 | 17.067 |
| 4 Dec | 85265.32 | 2050 | -271.95 | - | 6 | 0 | 17.067 |
| 3 Dec | 85106.81 | 1700 | 141.35 | - | 0 | 0 | 17.067 |
| 2 Dec | 85138.27 | 1700 | 141.35 | - | 0 | 0 | 17.067 |
| 1 Dec | 85641.90 | 1700 | 141.35 | - | 27 | 4 | 17.067 |
| 28 Nov | 85706.67 | 1558.65 | -326.25 | - | 49 | 13.067 | 13.067 |
| 27 Nov | 85720.38 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 87500 expiring on 24DEC2025
Delta for 87500 PE is -
Historical price for 87500 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 2912.05, which was 60.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 2585.95, which was 298.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2585.95, which was 298.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2060, which was -352.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2060, which was -352.9 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 46
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2412.9, which was -556.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 61
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 64
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1558.65, which was -326.25 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 49
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































